|کد مقاله||کد نشریه||سال انتشار||مقاله انگلیسی||ترجمه فارسی||نسخه تمام متن|
|1147619||1489756||2015||8 صفحه PDF||سفارش دهید||دانلود رایگان|
• This paper developed the multivariate Gram–Charlier series by Woodroofe–Stein’s identity.
• This paper proposed a modified series for better approximation property.
The Gram–Charlier and Edgeworth series are expansions of probability distribution in terms of its cumulants. The expansions for the multivariate case have not been fully explored. This paper aims to develop the multivariate Gram–Charlier series by Woodroofe–Stein’s identity, and improve its approximation property by using the scaled normal density and Hermite polynomials. The series are useful to reconstruct the probability distribution from measurable higher moments.
Journal: Journal of Statistical Planning and Inference - Volume 167, December 2015, Pages 174–181